The Var Modeling Handbook: Practical Applications in Alternative Investing, Banking, Insurance, and Portfolio Management

By Greg N. Gregoriou and Greg N Gregoriou

Value-at-Risk (VaR) is a powerful toolfor assessing market risk in real time--a critical insight when making trading andhedging decisions. The VaR Modeling Handbookis the most complete, up-to-date reference onthe subject for today's savvy investo

• Format: Hardcover
• Language: English
• ISBN: 0071625151
• ISBN13: 9780071625159
• Release Date: May 2009
• Publisher: McGraw-Hill Companies
• Length: 416 Pages
• Weight: 1.57 lbs.
• Dimensions: 1.3" x 6.4" x 9.2"